+39.0%
CBOE vs MDY
+17.5%
+21.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.5% |
| 7D | +7.7% | +1.7% | +6.0% | +8.4% |
| 30D | +24.4% | +1.2% | +23.2% | +24.9% |
| 3M | +20.0% | -3.5% | +23.5% | +19.0% |
| 6M | +2.4% | +3.5% | -1.2% | +3.2% |
| YTD | +38.5% | +13.6% | +24.9% | +39.9% |
| 1Y | +39.0% | +17.1% | +21.9% | +39.6% |
| All | +39.0% | +17.5% | +21.5% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling